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Ownership structure and cost of equity capital : Tunisian evidence

Dakhlaoui, Mejda; Rabah Gana, Marjene - In: International journal of business governance and ethics … 14 (2020) 1, pp. 96-121

Persistent link: https://www.econbiz.de/10012172462

Unified M-estimation of fixed-effects spatial dynamic models with short panels

Yang, Zhenlin - In: Journal of econometrics 205 (2018) 2, pp. 423-447

Persistent link: https://www.econbiz.de/10012110313

Empirical regularities of inflation volatility : evidence from advanced and developing countries

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Identification of dynamic panel binary response models

Khan, Shakeeb; Ponomareva, Maria; Tamer, Elie T. - 2019

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Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions

Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019

estimating linear dynamic panel data models and derive the large sample properties of the estimator. We assume that the only …

Persistent link: https://www.econbiz.de/10012104780

Practical aspects of using quadratic moment conditions in linear dynamic panel data models

Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019

We study the estimation of the lag parameter of linear dynamic panel data models with first order dynamics based on the …

Persistent link: https://www.econbiz.de/10012104782

Pdynmc - an R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions

Fritsch, Markus; Pua, Andrew Adrian Yu; Schnurbus, Joachim - 2019

pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear … statistician. The description of the functionality is based on replicating the results on a publicly available panel data set …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. …

Persistent link: https://www.econbiz.de/10012104784

Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods

Hu, Yingyao; Shiu, Ji-Liang - In: The econometrics journal 21 (2018) 1, pp. 55-85

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Testing over- and underidentification in linear models, with applications to dynamic panel data and asset-pricing models

Windmeijer, Frank - 2018

Persistent link: https://www.econbiz.de/10011943476

Estimation for dynamic panel data with individual effects

Robinson, Peter M.; Velasco, Carlos - In: Econometric theory 36 (2020) 2, pp. 185-222

Persistent link: https://www.econbiz.de/10012193732